Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
10,336 |
10,166 |
-170 |
-1.6% |
10,561 |
High |
10,375 |
10,249 |
-126 |
-1.2% |
10,687 |
Low |
10,111 |
10,124 |
13 |
0.1% |
10,111 |
Close |
10,151 |
10,140 |
-11 |
-0.1% |
10,151 |
Range |
264 |
125 |
-139 |
-52.7% |
576 |
ATR |
140 |
139 |
-1 |
-0.7% |
0 |
Volume |
208,152 |
213,602 |
5,450 |
2.6% |
624,351 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,546 |
10,468 |
10,209 |
|
R3 |
10,421 |
10,343 |
10,175 |
|
R2 |
10,296 |
10,296 |
10,163 |
|
R1 |
10,218 |
10,218 |
10,152 |
10,195 |
PP |
10,171 |
10,171 |
10,171 |
10,159 |
S1 |
10,093 |
10,093 |
10,129 |
10,070 |
S2 |
10,046 |
10,046 |
10,117 |
|
S3 |
9,921 |
9,968 |
10,106 |
|
S4 |
9,796 |
9,843 |
10,071 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,044 |
11,674 |
10,468 |
|
R3 |
11,468 |
11,098 |
10,310 |
|
R2 |
10,892 |
10,892 |
10,257 |
|
R1 |
10,522 |
10,522 |
10,204 |
10,419 |
PP |
10,316 |
10,316 |
10,316 |
10,265 |
S1 |
9,946 |
9,946 |
10,098 |
9,843 |
S2 |
9,740 |
9,740 |
10,046 |
|
S3 |
9,164 |
9,370 |
9,993 |
|
S4 |
8,588 |
8,794 |
9,834 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,687 |
10,111 |
576 |
5.7% |
206 |
2.0% |
5% |
False |
False |
167,590 |
10 |
10,687 |
10,111 |
576 |
5.7% |
154 |
1.5% |
5% |
False |
False |
133,275 |
20 |
10,687 |
10,111 |
576 |
5.7% |
123 |
1.2% |
5% |
False |
False |
97,967 |
40 |
10,687 |
10,054 |
633 |
6.2% |
128 |
1.3% |
14% |
False |
False |
69,995 |
60 |
10,687 |
9,570 |
1,117 |
11.0% |
135 |
1.3% |
51% |
False |
False |
46,729 |
80 |
10,687 |
9,280 |
1,407 |
13.9% |
138 |
1.4% |
61% |
False |
False |
35,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,780 |
2.618 |
10,576 |
1.618 |
10,451 |
1.000 |
10,374 |
0.618 |
10,326 |
HIGH |
10,249 |
0.618 |
10,201 |
0.500 |
10,187 |
0.382 |
10,172 |
LOW |
10,124 |
0.618 |
10,047 |
1.000 |
9,999 |
1.618 |
9,922 |
2.618 |
9,797 |
4.250 |
9,593 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
10,187 |
10,351 |
PP |
10,171 |
10,281 |
S1 |
10,156 |
10,210 |
|